-24.2%
REPL vs CRL
+38.0%
-62.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.6% |
| 7D | -3.0% | -1.0% | -1.9% | -3.0% |
| 30D | +27.1% | +10.7% | +16.5% | +27.1% |
| 3M | +52.4% | +55.3% | -2.9% | +50.1% |
| 6M | +107.4% | +60.7% | +46.8% | +101.6% |
| YTD | +54.7% | +44.6% | +10.1% | +52.1% |
| 1Y | +158.9% | +77.7% | +81.1% | +147.3% |
| All | -24.2% | +38.0% | -62.2% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling